+121.1%
MSTR vs EWT
+157.5%
-36.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.6% |
| 7D | -13.4% | +9.1% | -22.5% | -21.8% |
| 30D | -22.1% | -12.2% | -9.9% | -10.7% |
| 3M | +15.0% | -9.4% | +24.4% | +27.6% |
| 6M | -37.3% | +2.7% | -40.0% | -42.5% |
| YTD | -26.5% | +53.3% | -79.8% | -60.4% |
| 1Y | -46.5% | +59.2% | -105.6% | -72.7% |
| 3Y | +121.1% | +157.1% | -36.0% | -24.3% |
| All | +121.1% | +157.5% | -36.4% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling